+578.5%
TLN vs RNG
+179.0%
+399.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +11.0% | +4.6% | +6.4% | +10.9% |
| 30D | +4.9% | +0.4% | +4.5% | +5.0% |
| 3M | +4.9% | +11.4% | -6.5% | +4.7% |
| 6M | +7.1% | +95.7% | -88.6% | +4.3% |
| YTD | +0.3% | +162.9% | -162.6% | -5.7% |
| 1Y | +5.9% | +180.3% | -174.4% | -1.4% |
| 3Y | +578.5% | +188.3% | +390.1% | +522.2% |
| All | +578.5% | +179.0% | +399.5% | +522.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling